基于Kullback信息融合方法的串联系统可靠性评估

讨论了串联系统在具有多源验前信息的情形下的可靠性评估问题,运用K u llback信息作为分布之间距离的度量,在K u llback信息的融合准则下对多个先验分布进行融合.并以融合后的先验分布作为系统的最终验前分布,对串联系统的可靠性指标进行Bayes估计.最后进行的计算机随机模拟结果表明,文中所提出的方法合理且便于应用.     

关于一类二阶微分方程的振动性的注记

考虑一类具连续分布滞量的二阶非线性泛函微分方程,获得了该方程的所有解振动的充分条件.     

一个组合分布模型及其参数估计

本文根据极值分布理论,提出了一个由原始分布和尾分布组成的组合分布模型,研究了组合分布模型中原始分布和尾分布的确定方法,建立了组合分布模型参数估计的加权最优化模型,实例计算说明,组合分布较好地反映了风险变量极值事件的风险。     

艾拉姆咖(Эрланга)分布小样本区间估计和检验问题研究

本文研究了艾拉姆咖分布的小样本区间估计和检验问题.给出了检验统计量和相应的拒绝域.比较了指数分布和艾分布的区别和差异.指出在对装备维修工时的估计时,运用艾分布可能更加精确和有意义;并运用实例分析了区间估计精度.文章对装备维修工时的估计具有一定意义.     

Asymptotic estimates of Gerber-Shiu functions in the renewal risk model with exponential claims

This paper continues to study the asymptotic behavior of Gerber-Shiu expected discounted penalty functions in the renewal risk model as the initial capital becomes large. Under the assumption that the claim-size distribution is exponential, we establish an explicit asymptotic formula. Some straightforward consequences of this formula match existing results in the field.     

Empirical likelihood for AR-ARCH models based on LAD estimation

By employing the empirical likelihood method,confidence regions for the stationary AR(p)-ARCH(q) models are constructed.A self-weighted LAD estimator is proposed under weak moment conditions.An empirical log-likelihood ratio statistic is derived and its asymptotic distribution is obtained.Simulation studies show that the performance of empirical likelihood method is better than that of normal approximation of the LAD estimator in terms of the coverage accuracy,especially for relative small size of observation.     

General Regular Variation of n-th Order and the 2nd Order Edgeworth Expansion of the Extreme Value Distribution （Ⅰ）

In Part Ⅰ the concept of the general regular variation of n-th order is proposed and its construction is discussed. The uniqueness of the standard expression and the higher order regularity of the auxiliary functions are proved.     

Multi-vector Spherical Monogenics, Spherical Means and Distributions in Clifford Analysis

New higher-dimensional distributions have been introduced in the framework of Clifford analysis in previous papers by Brackx, Delanghe and Sommen. Those distributions were defined using spherical co-ordinates, the ＂finite part＂ distribution Fp x＋^μ on the real line and the generalized spherical means involving vector-valued spherical monogenics. In this paper, we make a second generalization, leading to new families of distributions, based on the generalized spherical means involving a multivector-valued spherical monogenic. At the same time, as a result of our attempt at keeping the paper self-contained, it offers an overview of the results found so far.     

参数的变化对F分布密度函数之影响

该文运用对无穷级数的一些特殊处理方法,深入分析了与Γ函数有关的一些特殊函数的性质,揭示了参数变化时F分布密度函数极值变化的一些深刻规律.该文指明,n增大时F分布的密度函数f_{m,n}(x)的极大值单调增加,而m增大时该密度函数的极大值或单调减少,或先减后增.     

定数截尾下极值分布的参数估计

本文利用极值分布的一些特性和不动点原理,讨论了定数截尾情形下极值分布参数的估计问题,并提出了一种新的迭代算法;模拟结果显示,这种方法收敛速度快,且不受初始值选取的限制.